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arXiv · 1901.11295

Second order hierarchical partial least squares regression-polynomial chaos expansion for global sensitivity and reliability analyses of high-dimensional models

Ling-Ze Bu·Wei Zhao·Wei Wang
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Abstract

To tackle the curse of dimensionality and multicollinearity problems of polynomial chaos expansion for analyzing global sensitivity and reliability of models with high stochastic dimensions, this paper proposes a novel non-intrusive algorithm called second order hierarchical partial least squares regression-polynomial chaos expansion. The first step of the innovative algorithm is to divide the polynomials into several groups according to their interaction degrees and nonlinearity degrees, which avoids large data sets and reflects the relationship between polynomial chaos expansion and high dimensional model representation. Then a hierarchical regression algorithm based on partial least squares regression is devised for extracting latent variables from each group at different variable levels. The optimal interaction degree and the corresponding nonlinearity degrees are automatically estimated with an improved cross validation scheme. Based on the relationship between variables at two adjacent levels, Sobol' sensitivity indices can be obtained by a simple post-processing of expansion coefficients. Thus, the expansion is greatly simplified through retaining the important inputs, leading to accurate reliability analysis without requirements of additional model evaluations. Finally, finite element models with three different types of structures verified that the proposed method can greatly improve the computational efficiency compared with the ordinary least squares regression-based method.

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Ling-Ze Bu, Wei Zhao, Wei Wang. 2019-03-07. Second order hierarchical partial least squares regression-polynomial chaos expansion for global sensitivity and reliability analyses of high-dimensional models. https://arxiv.org/abs/1901.11295

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